Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.32% | 94.20 % | 94.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'033 CHF | 473'533 CHF | 99.50% | 99.50% |
15.05.2024 | 0.32% | 93.80 % | 94.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'460 CHF | 472'960 CHF | 99.43% | 99.43% |
14.05.2024 | 0.32% | 94.80 % | 95.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'364 CHF | 469'864 CHF | 98.90% | 98.90% |
13.05.2024 | 0.32% | 94.10 % | 94.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'603 CHF | 467'103 CHF | 100.00% | 100.00% |
10.05.2024 | 0.33% | 91.30 % | 91.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'062 CHF | 456'562 CHF | 100.00% | 100.00% |
08.05.2024 | 0.33% | 90.40 % | 90.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'565 CHF | 454'065 CHF | 98.15% | 98.15% |
07.05.2024 | 0.33% | 91.80 % | 92.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'144 CHF | 461'644 CHF | 97.95% | 97.95% |
06.05.2024 | 0.32% | 92.90 % | 93.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'634 CHF | 464'134 CHF | 100.00% | 100.00% |
03.05.2024 | 0.32% | 92.30 % | 92.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'377 CHF | 462'877 CHF | 99.99% | 99.99% |
02.05.2024 | 0.32% | 93.00 % | 93.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'622 CHF | 467'122 CHF | 100.00% | 100.00% |